Login
market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,702 CHF | 109,702 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,923 CHF | 110,923 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,311 CHF | 103,311 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,103 CHF | 97,103 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,577 CHF | 85,577 CHF | 99.24% | 99.24% |
| 13/11/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 77,587 CHF | 78,600 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,157 CHF | 80,157 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,048 CHF | 73,048 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,589 CHF | 78,589 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 71,237 CHF | 72,263 CHF | 98.74% | 98.74% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)